Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 03.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -80.77% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 82.23 |
Premium | 0.48% |
Premium p.a. | 0.96% |
Leverage | 10.40 |
Implied volatility | 0.34 |
ISIN | CH1305148582 |
Symbol | LOGP6Z |
Security | 130514858 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | Logitech Intl N, CH0025751329 |
Underlying ISIN | CH0025751329 |
Strike | 110.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 25.03.2024 |
Premium | 47.96% |
Premium p.a. | 96.19% |
Leverage | 149.36 |
Implied volatility | 33.74% |
Moneyness | out-of-the-money |
Leverage | 10.4015 |
Delta | 0.0696 |
Gamma | 0.0004 |
Theta | -0.0003 |
Rho | 0.0012 |
Vega | 0.0035 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 110.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.30 |
Alcon AG | 84.68 |
SONOVA HLDG N | 303.00 |
Sika AG | 281.70 |
ROCHE GS | 272.80 |
Name | Price |
---|---|
Holcim | 83.36 |
ABB Ltd | 49.48 |
Lonza Group | 538.60 |
ZURICH INSURANCE | 514.40 |
SWISSCOM N | 553.00 |